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r / packages / r-copula

Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.

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Type Size Name Uploaded Downloads Labels
conda 5.4 MB | linux-64/r-copula-1.1_2-r43h640688f_0.tar.bz2  1 year and 1 month ago 23 main
conda 7.1 MB | linux-64/r-copula-1.0_1-r42h640688f_0.tar.bz2  2 years and 7 months ago 80 main
conda 7.2 MB | win-64/r-copula-0.999_19.1-r36h6115d3f_0.tar.bz2  4 years and 11 months ago 113 main
conda 7.9 MB | win-64/r-copula-0.999_18-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 86 main
conda 8.0 MB | win-64/r-copula-0.999_18-r351h6f4ce42_0.tar.bz2  4 years and 11 months ago 90 main
conda 7.9 MB | win-64/r-copula-0.999_18-r342he3e039b_0.tar.bz2  4 years and 11 months ago 84 main
conda 7.9 MB | win-64/r-copula-0.999_18-mro351_0.tar.bz2  4 years and 11 months ago 85 main
conda 7.9 MB | win-64/r-copula-0.999_18-mro343h889e2dd_0.tar.bz2  4 years and 11 months ago 90 main
conda 7.9 MB | win-64/r-copula-0.999_16-r3.4.1_0.tar.bz2  4 years and 11 months ago 85 main
conda 16.0 MB | win-64/r-copula-0.999_14-r3.3.1_0.tar.bz2  4 years and 11 months ago 98 main
conda 16.0 MB | win-64/r-copula-0.999_14-r3.3.0_0.tar.bz2  4 years and 11 months ago 94 main
conda 7.8 MB | win-64/r-copula-0.999_15-r3.3.2_0.tar.bz2  4 years and 11 months ago 82 main
conda 16.0 MB | win-64/r-copula-0.999_14-r3.2.4_0.tar.bz2  4 years and 11 months ago 92 main
conda 7.2 MB | win-32/r-copula-0.999_19.1-r36h6115d3f_0.tar.bz2  4 years and 11 months ago 22 main
conda 8.0 MB | win-32/r-copula-0.999_18-r351h6f4ce42_0.tar.bz2  4 years and 11 months ago 25 main
conda 8.0 MB | win-32/r-copula-0.999_18-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 20 main
conda 8.0 MB | win-32/r-copula-0.999_18-r342h31d5c2d_0.tar.bz2  4 years and 11 months ago 18 main
conda 7.8 MB | win-32/r-copula-0.999_15-r3.3.2_0.tar.bz2  4 years and 11 months ago 20 main
conda 7.9 MB | win-32/r-copula-0.999_16-r3.4.1_0.tar.bz2  4 years and 11 months ago 20 main
conda 16.0 MB | win-32/r-copula-0.999_14-r3.3.1_0.tar.bz2  4 years and 11 months ago 18 main
conda 16.0 MB | win-32/r-copula-0.999_14-r3.2.4_0.tar.bz2  4 years and 11 months ago 21 main
conda 16.0 MB | win-32/r-copula-0.999_14-r3.3.0_0.tar.bz2  4 years and 11 months ago 20 main
conda 7.1 MB | osx-64/r-copula-0.999_19.1-r36hfffe0aa_0.tar.bz2  4 years and 11 months ago 39 main
conda 7.9 MB | osx-64/r-copula-0.999_18-r351h0b560c1_0.tar.bz2  4 years and 11 months ago 34 main
conda 7.9 MB | osx-64/r-copula-0.999_18-r350h9092e51_0.tar.bz2  4 years and 11 months ago 39 main
conda 7.9 MB | osx-64/r-copula-0.999_18-r343h883f7c5_0.tar.bz2  4 years and 11 months ago 39 main
conda 7.9 MB | osx-64/r-copula-0.999_18-r342hcc8b045_0.tar.bz2  4 years and 11 months ago 41 main
conda 7.8 MB | osx-64/r-copula-0.999_16-r3.4.1_0.tar.bz2  4 years and 11 months ago 42 main
conda 16.0 MB | osx-64/r-copula-0.999_14-r3.2.2_0a.tar.bz2  4 years and 11 months ago 43 main
conda 15.9 MB | osx-64/r-copula-0.999_14-r3.3.1_0.tar.bz2  4 years and 11 months ago 39 main
conda 7.7 MB | osx-64/r-copula-0.999_15-r3.3.2_0.tar.bz2  4 years and 11 months ago 37 main
conda 16.0 MB | osx-64/r-copula-0.999_14-r3.2.2_0.tar.bz2  4 years and 11 months ago 37 main
conda 3.6 MB | osx-64/r-copula-0.999_13-r3.2.2_2a.tar.bz2  4 years and 11 months ago 40 main
conda 3.6 MB | osx-64/r-copula-0.999_13-r3.2.1_2a.tar.bz2  4 years and 11 months ago 40 main
conda 3.6 MB | osx-64/r-copula-0.999_13-r3.2.2_2.tar.bz2  4 years and 11 months ago 39 main
conda 3.6 MB | osx-64/r-copula-0.999_13-r3.2.1_2.tar.bz2  4 years and 11 months ago 38 main
conda 7.0 MB | linux-64/r-copula-0.999_19.1-r36ha65eedd_0.tar.bz2  4 years and 11 months ago 110 main
conda 7.9 MB | linux-64/r-copula-0.999_18-r351ha65eedd_0.tar.bz2  4 years and 11 months ago 78 main
conda 7.9 MB | linux-64/r-copula-0.999_18-r350h6ecb4d7_0.tar.bz2  4 years and 11 months ago 74 main
conda 7.9 MB | linux-64/r-copula-0.999_18-r343h4829c52_0.tar.bz2  4 years and 11 months ago 83 main
conda 7.9 MB | linux-64/r-copula-0.999_18-r342hfea71c5_0.tar.bz2  4 years and 11 months ago 81 main
conda 7.9 MB | linux-64/r-copula-0.999_18-mro351hac1494b_0.tar.bz2  4 years and 11 months ago 77 main
conda 7.9 MB | linux-64/r-copula-0.999_18-mro350h8fdc95c_0.tar.bz2  4 years and 11 months ago 75 main
conda 7.9 MB | linux-64/r-copula-0.999_18-mro343h4829c52_0.tar.bz2  4 years and 11 months ago 85 main
conda 7.8 MB | linux-64/r-copula-0.999_16-r3.4.1_0.tar.bz2  4 years and 11 months ago 89 main
conda 16.0 MB | linux-64/r-copula-0.999_14-r3.2.2_0a.tar.bz2  4 years and 11 months ago 89 main
conda 7.7 MB | linux-64/r-copula-0.999_15-r3.3.2_0.tar.bz2  4 years and 11 months ago 83 main
conda 15.9 MB | linux-64/r-copula-0.999_14-r3.3.1_0.tar.bz2  4 years and 11 months ago 78 main
conda 16.0 MB | linux-64/r-copula-0.999_14-r3.2.2_0.tar.bz2  4 years and 11 months ago 81 main
conda 3.6 MB | linux-64/r-copula-0.999_13-r3.2.2_2a.tar.bz2  4 years and 11 months ago 79 main
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